cv
This page contains my latest CV.
General Information
| Full Name | Shivesh Prakash |
| shivesh_prakash@berkeley.edu | |
| linkedin.com/Shivesh777 | |
| GitHub | github.com/Shivesh777 |
Education
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03/2027 Master of Financial Engineering
University of California, Berkeley - Haas School of Business - Anticipated Coursework: Derivatives, High-Frequency Finance, Fixed Income, Stochastic Calculus with Asset Pricing.
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05/2025 Honors Bachelor of Science
University of Toronto - Major: Computer Science (AI, CV), Statistics Minor; GPA: 3.88
- Relevant Coursework: Machine Learning(A+), Graduate Optimization(A), Probabilistic Learning(A), Math of Finance(A+).
- Awards: International Scholar ($100,000), DSI Award ($7,200), JACP Scholar ($500), UC Merit Award, 3x Dean’s List.
Professional Experience
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09/25 – Pres. Summer Intern (Treasury Quant and Risk Analytics)
Ernst and Young, Mumbai, India - Engineered a privacy-first RAG query engine for corporate treasury, contributed to securing 4 new clients.
- Building an API pipeline to automate fund allocation & order execution, cutting 2 hrs of manual effort per trade.
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06/25 – 09/25 Quantitative Research Intern
Pace Stock Broking Services (HFT desk), Delhi, India - Built ML models for alpha generation and execution optimization on Indian equities in an HFT environment.
- Developed a custom clustering pipeline (PCA + HDBScan) on minute-wise returns to group co-moving stocks.
- Achieved 3.3% auto-corr on vol-weighted sector returns, supporting portfolio management & alpha strategies.
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06/24 – 08/25 FinHub Research Assistant
University of Toronto - Built an RL environment simulating informed, passive. & market maker interactions for the LT2 case on RIT.
- Processed 9TB of WSJ/NYT Bloomberg data with RBC NY to extrapolate indices and study credit spreads.
- Used symbolic diff in Python to optimize household investment models under constraint systems.
- Modeled volatility surfaces to study the impact of non-standard preferences on options (SPP) pricing.
- Designed LeftNet-based GNN for transition state prediction (18.6 pm MAE); won Best Poster at DSI SUDS.
Research Publications & Papers
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VIXtrader
Supervisor- Prof. Ing-Haw Cheng | To be submitted to JFDS (October 2025) - Forecasted 34-day VIX using LSTM on macro + ARMA features; achieved 10% lower MAE and 2x R2 vs baseline.
- Built & backtested dynamic leverage strategies; achieved Sharpe ratios 2.6x higher than passive benchmarks.
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MHNpath
Supervisors- Prof. H.A. Jacobsen, Prof. V.K. Prasad | Under review at Digital Discovery Journal - Developed an A∗-inspired tree search framework using Hopfield Networks for retrosynthetic pathway prediction.
- Achieved 89.1% top-1 and 99.6% top-100 accuracy; predicted viable routes for 60% of novel compounds.
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SEE-2-SOUND
Supervisor- Prof. Houman Khosravani | Accepted to ICML’24 W and SIGGRAPH’25 P - Introduced the first zero-shot, training-free pipeline for generating 5.1 spatial audio from visual content.
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Material Sensing
Supervisors- Professor Alex Mariakakis, Dhruv Verma - Developed low-latency sub-second hyperspectral capture & DNG-RGB demosaicing pipeline; trained ML models.
Skills & Certifications
| Technical Skills | Python, C/C++, CUDA, SQL, R, Matlab, Arduino, TensorFlow, PyTorch, NumPy, Pandas, Scikit Learn. |
| Certifications | CFA Level 1, Akuna Capital Options 201 & 101, ML and DL Specialization by Stanford University. |
Achievements
- World Top 10 at Akuna Capital's 2025 Quant Trading Challenge
- Top 100 in NK Securities Hackathon
- JEE All India Rank 389
- Physics Olympiad State Topper & National Top 1%
- 2x Regional Math Olympiad Qualifier
Projects
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NanoTick LOB Replay Engine | C++20, Parquet, PyArrow/Numba
- Replays Nasdaq BX ITCH 30M messages in 7s (4.3M msg/s) on Mac M1, with p99 = 6ns for all book operations. Loss-free ITCH 5.0 to Parquet pipeline ingests 36M BX messages in 128s (280k msg/s).
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DygnosTech | Python, Keras, OpenCV, Tensorflow, Web Assembly, Streamlit, Twilio
- Built a GAN-based system for drug side-effect prediction with WebAssembly-optimized models. Won MetroHacks ($4000).
Extracurricular Activities
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June'23 - Apr'25 Founder
UofT Computer Vision - Built a community of 120+ members, secured $4220 in funding.
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Oct'22 - Sep'24 Machine Learning Project Lead
UofT Aerospace Team - Led projects resolving keystone distortion and dark noise in hyperspectral imaging.
Other Interests
- Anything finance: trading, derivatives, market microstructures
- Sports: Cricket, Chess, Badminton
- Artists: Rahat Fateh Ali Khan, Avicii